+52.8%
IONQ vs EOG
+94.0%
-41.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.5% | +21.9% | +22.8% |
| 7D | +8.6% | -11.1% | +19.7% | +13.8% |
| 30D | -21.1% | +2.7% | -23.8% | -22.4% |
| 3M | -17.9% | +8.8% | -26.6% | -21.6% |
| 6M | -37.9% | +10.8% | -48.7% | -42.2% |
| YTD | -27.3% | +44.6% | -71.9% | -42.8% |
| 1Y | -43.2% | +44.6% | -87.8% | -55.5% |
| 3Y | +191.0% | +29.5% | +161.5% | +140.2% |
| All | +52.8% | +94.0% | -41.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling